Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-14 0.515639 0.578484 0.649888 0.737887 0.844642 0.971591 1.136519
2025-09-21 0.438018 0.514704 0.608294 0.733466 0.900656 1.122861 1.452973
2025-09-28 0.382039 0.463419 0.567843 0.716124 0.929411 1.239873 1.759083
2025-10-05 0.360899 0.451219 0.572880 0.756356 1.041633 1.501064 2.386855
2025-10-12 0.351620 0.452337 0.594472 0.822053 1.205806 1.897115 3.481640
2025-10-19 0.323660 0.423567 0.568621 0.809768 1.238496 2.072808 4.251035
2025-10-26 0.303832 0.404066 0.553567 0.811332 1.294492 2.313771 5.398052
2025-11-02 0.280503 0.377053 0.523683 0.782869 1.287040 2.415140 6.249266
2025-11-09 0.256409 0.346951 0.486010 0.735688 1.233023 2.389774 6.652671
2025-11-16 0.242636 0.331577 0.470502 0.725954 1.253824 2.559747 8.080663
2025-11-23 0.238848 0.331272 0.479363 0.761827 1.380374 3.075117 12.313118
2025-11-30 0.229036 0.320630 0.469779 0.761053 1.423871 3.373568 16.375982
2025-12-07 0.217106 0.306447 0.454038 0.748484 1.442723 3.629064 21.772755
2025-12-14 0.207384 0.295229 0.442534 0.743080 1.479231 3.981525 31.518650
2025-12-21 0.196727 0.281784 0.425968 0.725030 1.478709 4.197128 42.820965
2025-12-28 0.195086 0.283243 0.436321 0.765836 1.652876 5.353489 127.936267
2026-01-04 0.196427 0.289806 0.456696 0.832688 1.934093 7.579878 4196.595684
2026-01-11 0.188297 0.279356 0.443743 0.820132 1.957384 8.284880 NaN
2026-01-18 0.182358 0.272414 0.437036 0.821709 2.031165 9.551958 NaN
2026-01-25 0.173644 0.260075 0.418829 0.792706 1.986642 9.756227 NaN
2026-02-01 0.163494 0.244761 0.393904 0.744659 1.861676 9.071759 NaN
2026-02-08 0.157899 0.237398 0.384442 0.734748 1.879579 9.868333 NaN
2026-02-15 0.157238 0.238869 0.392766 0.771271 2.092143 13.517021 NaN